+220.4%
GDXJ vs VSH
+74.2%
+146.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -0.3% |
| 7D | -2.8% | +4.8% | -7.6% | -3.8% |
| 30D | +5.0% | -0.7% | +5.7% | +4.9% |
| 3M | +24.1% | -43.1% | +67.1% | +37.7% |
| 6M | -7.4% | +91.8% | -99.1% | -21.8% |
| YTD | +10.2% | +131.6% | -121.4% | -10.9% |
| 1Y | +42.5% | +118.1% | -75.5% | +16.2% |
| 3Y | +285.7% | +40.9% | +244.8% | +248.2% |
| All | +220.4% | +74.2% | +146.2% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling